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RCTIX vs. HABDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RCTIX and HABDX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

RCTIX vs. HABDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in River Canyon Total Return Bond Fund (RCTIX) and Harbor Core Plus Fund (HABDX). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
59.55%
15.45%
RCTIX
HABDX

Key characteristics

Sharpe Ratio

RCTIX:

2.63

HABDX:

0.32

Sortino Ratio

RCTIX:

3.80

HABDX:

0.48

Omega Ratio

RCTIX:

1.55

HABDX:

1.06

Calmar Ratio

RCTIX:

4.82

HABDX:

0.15

Martin Ratio

RCTIX:

14.48

HABDX:

0.99

Ulcer Index

RCTIX:

0.47%

HABDX:

1.75%

Daily Std Dev

RCTIX:

2.57%

HABDX:

5.41%

Max Drawdown

RCTIX:

-10.89%

HABDX:

-18.31%

Current Drawdown

RCTIX:

-1.21%

HABDX:

-7.54%

Returns By Period

In the year-to-date period, RCTIX achieves a 6.47% return, which is significantly higher than HABDX's 1.53% return.


RCTIX

YTD

6.47%

1M

-0.49%

6M

2.66%

1Y

6.66%

5Y*

4.13%

10Y*

N/A

HABDX

YTD

1.53%

1M

-1.18%

6M

0.69%

1Y

1.83%

5Y*

0.09%

10Y*

1.48%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RCTIX vs. HABDX - Expense Ratio Comparison

RCTIX has a 0.89% expense ratio, which is higher than HABDX's 0.38% expense ratio.


RCTIX
River Canyon Total Return Bond Fund
Expense ratio chart for RCTIX: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%
Expense ratio chart for HABDX: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%

Risk-Adjusted Performance

RCTIX vs. HABDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for River Canyon Total Return Bond Fund (RCTIX) and Harbor Core Plus Fund (HABDX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for RCTIX, currently valued at 2.63, compared to the broader market-1.000.001.002.003.004.002.630.32
The chart of Sortino ratio for RCTIX, currently valued at 3.80, compared to the broader market-2.000.002.004.006.008.0010.003.800.48
The chart of Omega ratio for RCTIX, currently valued at 1.55, compared to the broader market0.501.001.502.002.503.003.501.551.06
The chart of Calmar ratio for RCTIX, currently valued at 4.82, compared to the broader market0.002.004.006.008.0010.0012.0014.004.820.15
The chart of Martin ratio for RCTIX, currently valued at 14.48, compared to the broader market0.0020.0040.0060.0014.480.99
RCTIX
HABDX

The current RCTIX Sharpe Ratio is 2.63, which is higher than the HABDX Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of RCTIX and HABDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
2.63
0.32
RCTIX
HABDX

Dividends

RCTIX vs. HABDX - Dividend Comparison

RCTIX's dividend yield for the trailing twelve months is around 7.04%, more than HABDX's 3.35% yield.


TTM20232022202120202019201820172016201520142013
RCTIX
River Canyon Total Return Bond Fund
7.04%8.51%6.00%3.02%3.79%2.70%3.30%4.89%2.32%5.74%0.00%0.00%
HABDX
Harbor Core Plus Fund
3.35%4.24%3.41%2.92%2.23%3.19%3.09%3.42%2.94%4.58%2.91%2.92%

Drawdowns

RCTIX vs. HABDX - Drawdown Comparison

The maximum RCTIX drawdown since its inception was -10.89%, smaller than the maximum HABDX drawdown of -18.31%. Use the drawdown chart below to compare losses from any high point for RCTIX and HABDX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.21%
-7.54%
RCTIX
HABDX

Volatility

RCTIX vs. HABDX - Volatility Comparison

The current volatility for River Canyon Total Return Bond Fund (RCTIX) is 1.11%, while Harbor Core Plus Fund (HABDX) has a volatility of 1.65%. This indicates that RCTIX experiences smaller price fluctuations and is considered to be less risky than HABDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.11%
1.65%
RCTIX
HABDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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